Works matching DE "STOCHASTIC integrals"
Results: 539
Data informed solution estimation for forward-backward stochastic differential equations.
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- Analysis & Applications, 2021, v. 19, n. 3, p. 439, doi. 10.1142/S0219530520400102
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- Article
An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise.
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- Numerical Methods for Partial Differential Equations, 2021, v. 37, n. 3, p. 2730, doi. 10.1002/num.22769
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- Article
RFID Transponder Collision Control Algorithm.
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- Wireless Personal Communications, 2011, v. 59, n. 4, p. 689, doi. 10.1007/s11277-010-9932-8
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- Article
The functional law of iterated logarithm for Itô stochastic integrals.
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- Journal of Mathematical Sciences, 2015, v. 207, n. 1, p. 47, doi. 10.1007/s10958-015-2354-0
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- Article
حل عددی معادله انتگرال ایتو ولترای تصادفیبا چند جمله تصادفیبا استفاده از توابع پایۀ کالهی اصالح شده و بهبودیافته.
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- Mathematical Researches, 2023, v. 9, n. 1, p. 222
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- Article
Closed-Form Expansion, Conditional Expectation, and Option Valuation.
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- Mathematics of Operations Research, 2014, v. 39, n. 2, p. 487, doi. 10.1287/moor.2013.0613
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- Article
STOCHASTIC DOMINANCE AND MOMENTS OF DISTRIBUTIONS.
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- Mathematics of Operations Research, 1980, v. 5, n. 1, p. 94, doi. 10.1287/moor.5.1.94
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- Article
Invariance times transfer properties.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024019
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- Article
Capital allocation for cash-subadditive risk measures: From BSDEs to BSVIEs.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 3, p. 1, doi. 10.3934/puqr.2024015
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- Article
Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 4, p. 301, doi. 10.3934/puqr.2022018
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- Article
Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 2, p. 101, doi. 10.3934/puqr.2022007
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- Article
Lower and upper pricing of financial assets.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 1, p. 45, doi. 10.3934/puqr.2022004
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- Article
General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 4, p. 301, doi. 10.3934/puqr.2021015
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- Article
An FBSDE approach to market impact games with stochastic parameters.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 3, p. 237, doi. 10.3934/puqr.2021012
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- Article
Cameron–Storvick theorem associated with Gaussian paths on function space.
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- Turkish Journal of Mathematics, 2021, v. 45, n. 6, p. 2746, doi. 10.3906/mat-2104-90
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- Article
Quantum integral equations of Volterra type in terms of discrete-time normal martingale.
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- Turkish Journal of Mathematics, 2019, v. 43, n. 3, p. 1047, doi. 10.3906/mat-1805-149
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- Article
Chapter Four: Mean Field Game System with a Common Noise.
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- Princeton Annals of Mathematics Studies, 2019, n. 201, p. 85
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- Article
Chapter Two: Presentation of the Main Results.
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- Princeton Annals of Mathematics Studies, 2019, n. 201, p. 28
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- Article
An interval-parameter two-stage stochastic integer programming model for environmental systems planning under uncertainty.
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- Engineering Optimization, 2006, v. 38, n. 4, p. 461, doi. 10.1080/03052150600557742
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- Article
DOUBLE LUSIN CONDITION AND CONVERGENCE THEOREMS FOR THE BACKWARDS ITÔ-HENSTOCK INTEGRAL.
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- Real Analysis Exchange, 2020, v. 45, n. 1, p. 101, doi. 10.14321/realanalexch.45.1.0101
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- Article
A DESCRIPTIVE DEFINITION OF THE BACKWARDS ITÔ-HENSTOCK INTEGRAL.
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- Real Analysis Exchange, 2019, v. 44, n. 2, p. 427, doi. 10.14321/realanalexch.44.2.0427
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- Article
THE NON-UNIFORM RIEMANN APPROACH TO THE MUTLIPLE ITÔ-WIENER INTEGRAL.
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- Real Analysis Exchange, 2003, v. 29, n. 1, p. 275
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- Article
Stratonovich Calculus with Respect to Fractional Brownian Sheet.
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- Stochastic Analysis & Applications, 2009, v. 27, n. 5, p. 962, doi. 10.1080/07362990903136462
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- Article
On a Class of Generalized Integrands.
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- Stochastic Analysis & Applications, 2007, v. 25, n. 6, p. 1167, doi. 10.1080/07362990701567272
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- Article
Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition.
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- Stochastic Analysis & Applications, 2006, v. 24, n. 5, p. 1013, doi. 10.1080/07362990600870454
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- Article
Stochastic Integrals and the Lévy-Ito Decomposition Theorem on Separable Banach Spaces.
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- Stochastic Analysis & Applications, 2005, v. 23, n. 2, p. 217, doi. 10.1081/SAP-200026429
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- Article
Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications.
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- Stochastic Analysis & Applications, 2005, v. 23, n. 1, p. 97, doi. 10.1081/SAP-200044444
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- Article
Characterization of Multidimensional Stable Random Measures by Means of Vector Measures.
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- Stochastic Analysis & Applications, 2004, v. 22, n. 2, p. 449, doi. 10.1081/SAP-120028602
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- Article
The Non-uniform Riemann Approach to Anticipating Stochastic Integrals.
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- Stochastic Analysis & Applications, 2004, v. 22, n. 2, p. 429, doi. 10.1081/SAP-120028598
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- Article
On Set-Valued Stochastic Integrals.
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- Stochastic Analysis & Applications, 2003, v. 21, n. 2, p. 401, doi. 10.1081/SAP-120019292
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- Article
ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIMARTINGALES.
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- Stochastic Analysis & Applications, 2002, v. 20, n. 4, p. 755, doi. 10.1081/SAP-120006106
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- Article
On forward stochastic integrals over the loop space.
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- Stochastic Analysis & Applications, 2002, v. 20, n. 1, p. 221, doi. 10.1081/SAP-120002429
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- Article
STOCHASTIC INTEGRATION FOR ABSTRACT, TWO-PARAMETER STOCHASTIC PROCESSES. II. SQUARE INTEGRABLE MARTINGALES IN HILBERT SPACES.
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- Stochastic Analysis & Applications, 2001, v. 19, n. 1, p. 1, doi. 10.1081/SAP-100001180
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- Article
The stochastic Leibniz formula for Volterra integrals under enlarged filtrations.
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- Stochastic Models, 2023, v. 39, n. 4, p. 823, doi. 10.1080/15326349.2023.2173233
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- Article
IV Workshop on Branching Processes and their Applications (WBPA 2018) – Part I.
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- 2019
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- Publication type:
- Editorial
Sample paths of continuous-state branching processes with dependent immigration.
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- Stochastic Models, 2019, v. 35, n. 2, p. 167, doi. 10.1080/15326349.2019.1575753
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- Article
Price dynamics with circuit breakers.
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- Quantitative Finance, 2024, v. 24, n. 12, p. 1711, doi. 10.1080/14697688.2024.2429421
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- Article
Efficient option pricing in the rough Heston model using weak simulation schemes.
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- Quantitative Finance, 2024, v. 24, n. 9, p. 1247, doi. 10.1080/14697688.2024.2391523
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- Article
When to efficiently rebalance a portfolio.
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- Quantitative Finance, 2024, v. 24, n. 9, p. 1235, doi. 10.1080/14697688.2024.2371479
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- Article
A fast algorithm for simulation of rough volatility models.
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- Quantitative Finance, 2022, v. 22, n. 3, p. 447, doi. 10.1080/14697688.2021.1970213
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- Article
SEMI-LINEAR BACKWARD STOCHASTIC INTEGRAL PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN MOTION AND A POISSON POINT PROCESS.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 401, doi. 10.3934/mcrf.2015.5.401
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- Article
The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem.
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- Communications on Pure & Applied Mathematics, 2023, v. 76, n. 11, p. 3300, doi. 10.1002/cpa.22119
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- Article
The Brownian Fan.
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- Communications on Pure & Applied Mathematics, 2015, v. 68, n. 1, p. 1, doi. 10.1002/cpa.21544
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- Article
On the well‐posedness of a class of nonautonomous SPDEs: An operator‐theoretical perspective.
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- GAMM Mitteilungen, 2018, v. 41, n. 4, p. N.PAG, doi. 10.1002/gamm.201800014
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- Article
Dividend Maximization Under a Set Ruin Probability Target in the Presence of Proportional and Excess-of-loss Reinsurance.
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- Applications & Applied Mathematics, 2020, v. 15, n. 1, p. 13
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- Article
Conditional full support for Fractional Brownian Motion.
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- Applications & Applied Mathematics, 2017, v. 12, n. 1, p. 23
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- Article
Stochastic Integrals in Formulating Discounting Models for Implementations of Strategic Operations.
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- Journal of Informatics & Mathematical Sciences, 2023, v. 15, n. 1, p. 17, doi. 10.26713/jims.v15i1.1837
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- Article
Stochastic Integrals and Random Sums of Power Contractions in Systemics.
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- Journal of Informatics & Mathematical Sciences, 2021, v. 13, n. 2, p. 97, doi. 10.26713/jims.v13i2.1607
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- Article
Stochastic Integrals in Discounting Proactive Operations.
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- Journal of Informatics & Mathematical Sciences, 2021, v. 13, n. 1, p. 25
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- Article
Stochastic Integrals and Power Contractions in Bernoulli Selections.
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- Journal of Informatics & Mathematical Sciences, 2018, v. 10, n. 3, p. 411, doi. 10.26713/jims.v10i3.909
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- Article